Narrow search
Showing 1 - 10 of 18
Cover Image
Pricing and hedging quanto forward-starting floating-strike Asian options
Chang, Chuang-chang; Liao, Tzu-hsiang; Tsao, Chueh-yung - In: The journal of derivatives : the official publication … 18 (2011) 3, pp. 37-53
Persistent link: https://www.econbiz.de/10009229667
Cover Image
Analytic approximation formulare for pricing forward-starting Asian options
Tsao, Chueh-yung; Chang, Chuang-chang; Lin, Chung-gee - In: The journal of futures markets 23 (2002) 5, pp. 487-516
Persistent link: https://www.econbiz.de/10001769702
Cover Image
An exponential extrapolation approach for the valuation and hedging of American options
Chang, Chuang-chang - In: International journal of business 5 (2000) 2, pp. 29-55
Persistent link: https://www.econbiz.de/10001522445
Cover Image
The pricing of Asian options with default risk
Tsao, Chueh-yung; Liu, Chao-ching - In: Research in finance 25 (2009), pp. 343-369
Persistent link: https://www.econbiz.de/10009306649
Cover Image
Asian options with credit risks : and pricing and sensitivity analysis
Tsao, Chueh-yung; Liu, Chao-ching - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 96-115
Persistent link: https://www.econbiz.de/10009778692
Cover Image
Pricing options with price limits and market illiquidity
Chang, Chuang-chang; Chung, Huimin; Wang, Tin-I - In: Research in finance 22 (2005), pp. 187-214
Persistent link: https://www.econbiz.de/10003753351
Cover Image
A spread-based model for the valuation of credit derivatives with correlated defaults and counter-party risks
Chang, Chuang-chang; Yu, Jih-Chieh - In: Research in finance 23 (2006), pp. 193-220
Persistent link: https://www.econbiz.de/10003753454
Cover Image
The valuation of multivariate contingent claims under transformed trinomial approaches
Chang, Chuang-chang; Lin, Jun-biao - In: Review of quantitative finance and accounting 34 (2010) 1, pp. 23-36
Persistent link: https://www.econbiz.de/10003942163
Cover Image
Re-examining the investment-uncertainty relationship in a real options model
Chang, Chuang-Chang; Chen, Chang - In: Review of quantitative finance and accounting 38 (2012) 2, pp. 241-255
Persistent link: https://www.econbiz.de/10009532217
Cover Image
The valuation of contingent claims using alternative numerical methods
Chang, Chuang-chang; Lin, Jun-biao - In: Journal of international financial markets, … 20 (2010) 5, pp. 490-508
Persistent link: https://www.econbiz.de/10009247749